Soc. Generale Put 160 VOW3 21.06.2024
/ DE000SU61HH7
Soc. Generale Put 160 VOW3 21.06..../ DE000SU61HH7 /
| 2024-05-03 1:59:39 PM |
Chg.+0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.08EUR |
+0.79% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
160.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU61HH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
4.45 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.22 |
| Parity: |
4.45 |
| Time value: |
0.63 |
| Break-even: |
109.20 |
| Moneyness: |
1.39 |
| Premium: |
0.05 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
-0.71 |
| Theta: |
-0.16 |
| Omega: |
-1.62 |
| Rho: |
-0.17 |
Quote data
| Open: |
5.15 |
| High: |
5.15 |
| Low: |
5.08 |
| Previous Close: |
5.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.01% |
| 1 Month |
|
|
+22.71% |
| 3 Months |
|
|
+11.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.08 |
4.58 |
| 1M High / 1M Low: |
5.08 |
3.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
